Using Credit Derivatives to Compute Market Wide Default Probability Term Structures
(2005) In Journal of Fixed Income 15(December). p.34-41
Please use this url to cite or link to this publication:
https://lup.lub.lu.se/record/1384556
- author
- Byström, Hans LU
- organization
- publishing date
- 2005
- type
- Contribution to journal
- publication status
- published
- subject
- in
- Journal of Fixed Income
- volume
- 15
- issue
- December
- pages
- 34 - 41
- publisher
- Portfolio Management Research
- ISSN
- 1059-8596
- language
- English
- LU publication?
- yes
- id
- 807a7ce7-00a5-4df8-b4ff-88aeb87fa713 (old id 1384556)
- date added to LUP
- 2016-04-04 13:33:10
- date last changed
- 2018-11-21 21:14:45
@article{807a7ce7-00a5-4df8-b4ff-88aeb87fa713, author = {{Byström, Hans}}, issn = {{1059-8596}}, language = {{eng}}, number = {{December}}, pages = {{34--41}}, publisher = {{Portfolio Management Research}}, series = {{Journal of Fixed Income}}, title = {{Using Credit Derivatives to Compute Market Wide Default Probability Term Structures}}, volume = {{15}}, year = {{2005}}, }